Have your tried opening each of the replicated files, tsset them, save
them, close them, and then run MI?
I believe I tried this in the past and it worked.
Frederick J. Boehmke wrote:
> I've had to implement these formulas myself to combine results from
> likelihoods I've had to program, so the following Stata code should
> work (double checking of formulas is always a good idea).
>
> Note that this is currently hard coded for five imputations.
>
> Put the following program at the top of you batch file:
>
> #delimit;
> program define midisp;
>
> local names: colnames(Q1);
>
> matrix Q = (Q1 + Q2 + Q3 + Q4 + Q5)/5; /* MI param estimates */
> matrix W = (W1 + W2 + W3 + W4 + W5)/5; /* MI covariances */
> local k = colsof(Q);
>
> forvalues i=1/5 {;
>
> matrix QQ=Q`i'-Q;
>
> if `i'==1 {;
>
> matrix B=(QQ)'*QQ;
>
> };
>
> else matrix B = B + (QQ)'*QQ;
>
> };
>
> matrix B=B/(5-1); /* Covariance adjustment */
> matrix V=W+(1+1/5)*B; /* Final covariance */
>
> ereturn post Q V;
> ereturn display;
>
> end;
>
> Then run your models on the imputed data sets. Here I have them
> stacked on top of each other in one dataset with a variable, imputeid,
> indicating each of the five imputed data sets.
>
>
> forvalues id=1/5 {;
>
>
> quietly regress y x1 x2 if imputeid == `id'; /* Your model here */
>
> matrix Q`id' = e(b);
> matrix W`id' = e(V);
>
> };
>
> midisp;
>
>
>
>
> On Mon, 6 Apr 2009, Ken Scheve wrote:
>
>> Date: Mon, 6 Apr 2009 14:46:57 -0400
>> From: Ken Scheve <[log in to unmask]>
>> Reply-To: Political Methodology Society <[log in to unmask]>
>> To: [log in to unmask]
>> Subject: Re: [POLMETH] A question on using Stata on imputed data files
>>
>> I would note that my little "miest" routine was written for Stata 7.0
>> when you used to be able to indicate the cross-sectional and time
>> variables directly in the command line for commands like xtpcse
>> (without xtset). It worked fine then but does need to be updated now
>> that this seems to be no longer possible. One way to handle the
>> problem is by directly programming the multiple imputation estimates
>> of the coefficients and standard errors in Stata which can be done
>> for any command. The equations for combining estimates are on p. 53
>> of our paper:
>> http://pantheon.yale.edu/~ks298/index_files/Missing2001.pdf
>>
>> Ken
>>
>> Paul Warwick wrote:
>>> I recently tried to do a time series cross-section analysis using
>>> Stata's xtpcse routine on a set of Amelia-imputed data files. The
>>> information on the MI program in Stata indicates that it supports
>>> xtpcse, but using xtpcse requires that one have previously defined
>>> the country and time variables with xtset (or tsset), and I can't
>>> find any way of doing this for the imputed data files. Ken Scheve,
>>> MI's author, suggested that I edit lines 8 and 9 of the miest.ado
>>> file, substituting my country variable name for "panelvar" and my
>>> time variable name for "timevar", but this doesn't seem to work,
>>> either. Has anyone figured out a work-around for this problem? It
>>> is likely to affect not just xtpcse but all the xt routines in Stata.
>>>
>>>
>>>
>>> Prof. Paul V. Warwick,
>>> School for International Studies and Dept. of Political Science,
>>> Simon Fraser University.
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>
>
> - Fred
>
> < ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
> > Frederick J. Boehmke
> < Associate Professor of Political Science
> > University of Iowa
> <
> > 308 Schaeffer
> < 319-335-2342
> > http://www.fredboehmke.net
> ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
>
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> Xun Pang, <[log in to unmask]>
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>
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--
Fernando Martel
PhD Candidate
Wilf Family Department of Politics
New York University
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